2 citations · 4 across the 12 of their papers we have counts for
12 papers
Analytic Standard Errors for Latent Gaussian Discrete-Valued Multivariate Time Series
Christopher M. Crawford, Marie-Christine Düker, Younghoon Kim +3
Unlike their continuous-valued counterparts, there are no universally preferred methodologies for modeling discrete-valued time series. This is especially problematic in fields suc…
The Fourth-Moment Theorem on Hilbert Spaces
Marie-Christine Düker, Pavlos Zoubouloglou
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-Itô chaos representation to a Gaussian measure on a separable Hilbert sp…
Scaling limits for sample autocovariance operators of Hilbert space-valued linear processes
Marie-Christine Düker, Pavlos Zoubouloglou
This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at dif…
Kernel Estimation for Nonlinear Dynamics
Marie-Christine Düker, Adam Waterbury
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis o…
Prior distributions for structured semi-orthogonal matrices
Michael Jauch, Marie-Christine Düker, Peter Hoff
Statistical models for multivariate data often include a semi-orthogonal matrix parameter. In many applications, there is reason to expect that the semi-orthogonal matrix parameter…
Breuer-Major Theorems for Hilbert Space-Valued Random Variables
Marie-Christine Düker, Pavlos Zoubouloglou
Let be a stationary Gaussian process with values in a separable Hilbert space , and let be a measurable map…
Testing common structure in high-dimensional factor models: change-point and two-sample procedures
Marie-Christine Düker, Vladas Pipiras
This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are dr…
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
Marie-Christine Düker, Robert Lund, Vladas Pipiras
This work considers stationary vector count time series models defined via deterministic functions of a latent stationary vector Gaussian series. The construction is very general a…
Local Whittle estimation of high-dimensional long-run variance and precision matrices
Changryong Baek, Marie-Christine Düker, Vladas Pipiras
This work develops non-asymptotic theory for estimation of the long-run variance matrix and its inverse, the so-called precision matrix, for high-dimensional time series under gene…
Testing Simultaneous Diagonalizability
Yuchen Xu, Marie-Christine Düker, David S. Matteson
This paper proposes novel methods to test for simultaneous diagonalization of possibly asymmetric matrices. Motivated by various applications, a two-sample test as well as a genera…
Limit theorems for multivariate long-range dependent processes
Marie-Christine Düker
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the s…
Limit theorems for Hilbert space-valued linear processes under long range dependence
Marie-Christine Düker
Let be a linear process with values in a separable Hilbert space given by for eac…